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Internal Capital Adequacy Assessment (ICAA)

Comparing proposed amendment...
In force
General Links
1. Application and Definitions (rules 1.1 - 1.3)
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1.1
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1.2
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1.3
2. Adequacy Of Financial Resources (rule 2.1)
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2.1 Overall financial adequacy rule
3 Strategies, Processes and Systems (rules 3.1 - 3.5)
Overall Pillar 2 rule (rules 3.1 - 3.5)
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3.1 Overall Pillar 2 rule
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3.2
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3.3
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3.4
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3.5
4. Credit and Counterparty Risk
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4.1
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4.2
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4.3
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4.4
5. Residual Risk
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5.1
6. Concentration Risk
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6.1
7. Securitisation Risk
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7.1
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7.2
8. Market Risk
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8.1
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8.2
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8.3
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8.4
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8.5
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8.6
9. Interest Risk Arising From Non-trading Book Activities
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9.1
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9.2
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9.3
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9.4
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9.5
10. Operational Risk
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10.1
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10.2
11. Risk Of Excessive Leverage
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11.1
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11.2
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11.3
12. Stress Tests and Scenario Analysis
General stress test and scenario analysis rule
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12.1
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12.2
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12.3
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12.4
13. Documentation Of Risk Assessments
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13.1
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13.2
14. Application of This Part on an Individual Basis, a Consolidated Basis and a Sub-consolidated Basis
Level of application of the overall financial adequacy rule
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14.14
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14.15
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14.16
The risk control rules
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14.11
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14.12
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14.13
The ICAAP rules
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14.1
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14.2
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14.3
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14.4
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14.5
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14.6
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14.7
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14.8
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14.9
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14.10
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Externally defined glossary terms